+74.1%
MUB vs VEU
+150.5%
-76.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.3% | +2.1% | -3.4% | -1.3% |
| 30D | +2.2% | -0.9% | +3.1% | +2.2% |
| 3M | -1.6% | -5.4% | +3.8% | -1.5% |
| 6M | -1.3% | -1.8% | +0.5% | -1.2% |
| YTD | -0.7% | +10.9% | -11.6% | -1.0% |
| 1Y | -0.2% | +13.6% | -13.8% | -0.6% |
| 3Y | +9.6% | +69.3% | -59.6% | +7.9% |
| 5Y | +2.6% | +48.1% | -45.6% | +1.1% |
| 10Y | +21.5% | +148.0% | -126.5% | +18.2% |
| All | +74.1% | +150.5% | -76.3% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling